Rapport de Backtest

Stratégie: SimpleMaManaged | Ticker: AAPL | Période: 2024-01-02 → 2025-10-31
Sharpe
0.95
Sortino
0.61
Calmar
1.34

Equity Curve

Underwater

Performance

CAGR6.24%
Max Drawdown4.64%
Ulcer Index0.02

Trades

Total6 Win Rate50.00%
Profit Factor3.04 Payoff Ratio3.04

Métriques Rolling

Heatmap Rendements

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2024-05-06 04:00:00 2024-06-12 04:00:00 Long 15 181.14 205.68 662.58 13.55% 37
2024-08-22 04:00:00 2024-09-17 04:00:00 Long 15 226.85 214.20 -290.87 -5.57% 26
2024-09-30 04:00:00 2024-10-02 04:00:00 Long 15 229.09 224.28 -105.85 -2.10% 2
2024-11-27 05:00:00 2024-12-17 05:00:00 Long 15 233.76 248.59 311.44 6.34% 20
2025-02-19 05:00:00 2025-02-28 05:00:00 Long 15 244.18 235.77 -176.65 -3.44% 9
2025-05-05 04:00:00 2025-08-14 04:00:00 Long 15 202.71 233.51 770.02 15.19% 101